A bootstrap approach to evaluating the performance of Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) in selection of an asymmetric price relationship [PDF]
Journal of Agricultural Sciences (Belgrade), 2012 This study addresses the problem of model selection in asymmetric price transmission models by combining the use of bootstrap methods with information theoretic selection criteria.
Acquah Henry de-Graft
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ON THE COMPARISON OF BAYESIAN INFORMATION CRITERION AND DRAPER'S INFORMATION CRITERION IN SELECTION OF AN ASYMMETRIC PRICE RELATIONSHIP: BOOTSTRAP SIMULATION RESULTS [PDF]
Russian Journal of Agricultural and Socio-Economic Sciences, 2013 Alternative formulations of the Bayesian Information Criteria provide a basis for choosing between competing methods for detecting price asymmetry. However, very little is understood about their performance in the asymmetric price transmission modelling ...
Henry de-Graft Acquah, Joseph Acquah
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Investigation of the widely applicable Bayesian information criterion [PDF]
Statistics and Computing, 2016 To appear in Statistics and ...
Nial Friel +3 more
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Bayesian Information Criterion for Linear Mixed-effects Models [PDF]
, 2021 The use of Bayesian information criterion (BIC) in the model selection procedure is under the assumption that the observations are independent and identically distributed (i.i.d.). However, in practice, we do not always have i.i.d. samples. For example, clustered observations tend to be more similar within the same group, and longitudinal data is ...
Nan Shen, B. Álvarez González
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A Bayesian Information Criterion for Portfolio Selection
SSRN Electronic Journal, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wei Lan, Hansheng Wang, Chih‐Ling Tsai
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Comparative evaluation of score criteria for dynamic Bayesian Network structure learning. [PDF]
PLoS ONEDynamic Bayesian Networks (DBNs) are probabilistic models with a directional structure employed to model temporal processes. Three approaches to DBN structure learning are constraint-based, score-based, and hybrid.
Aslı Yaman, Mehmet Ali Cengiz
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A discussion of prior-based Bayesian information criterion (PBIC)
Statistical Theory and Related Fields, 2019 Jiming Jiang, Thuan Nguyen
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Selecting velocity models using Bayesian Information Criterion [PDF]
Geophysical Prospecting, 2023 ABSTRACTWe present a strategy for selecting the values of model parameters by comparing walkaway vertical seismic profiling data with a multilayered model in the context of Bayesian information criterion. We consider P‐wave traveltimes and assume elliptical polar velocity dependence.
Tomasz Danek +4 more
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Bayesian Information Criterion for Censored Survival Models [PDF]
Biometrics, 2000 Summary.We investigate the Bayesian Information Criterion (BIG) for variable selection in models for censored survival data. Kass and Wasserman (1995,Journal of the American Statistical Association90, 928–934) showed that BIG provides a close approximation to the Bayes factor when a unit‐information prior on the parameter space is used.
Volinsky, Chris T., Raftery, Adrian E.
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An RMT-based generalized Bayesian information criterion for signal enumeration
EURASIP Journal on Advances in Signal Processing, 2023 This paper provides a method for enumerating signals impinging on an array of sensors based on the generalized Bayesian information criterion (GBIC). The proposed method motivates by a statistic for testing the sphericity of the covariance matrix when ...
Shoucheng Yuan, Bin Zhang
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